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Some unified characterization results on the generalized Pareto distributions based on generalized order statistics


  • Mahdi Tavangar


  • Majid Asadi



In the present study we extend and unify some existing results in the literature on characterization of the generalized Pareto distributions based on generalized order statistics. Copyright Springer-Verlag 2012

Suggested Citation

  • Mahdi Tavangar & Majid Asadi, 2012. "Some unified characterization results on the generalized Pareto distributions based on generalized order statistics," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(7), pages 997-1007, October.
  • Handle: RePEc:spr:metrik:v:75:y:2012:i:7:p:997-1007
    DOI: 10.1007/s00184-011-0364-6

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    Cited by:

    1. David E. Giles & Qinlu Chen, 2014. "Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory," Econometrics Working Papers 1402, Department of Economics, University of Victoria.


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